-40.7%
NOW vs CLBK
+63.6%
-104.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | -27.0% | +5.1% | -32.1% | -27.5% |
| 3M | -17.7% | +5.2% | -22.9% | -18.4% |
| 6M | +12.7% | +28.6% | -15.9% | +7.7% |
| YTD | -32.9% | +61.4% | -94.3% | -36.1% |
| All | -40.7% | +63.6% | -104.3% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling